+512.0%
CSX vs JD
+48.3%
+463.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | -3.1% | -13.2% | +10.1% | -1.3% |
| 3M | +7.2% | -3.2% | +10.4% | +7.4% |
| 6M | +16.2% | +15.2% | +0.9% | +13.4% |
| YTD | +37.5% | +2.0% | +35.6% | +36.4% |
| 1Y | +53.2% | -5.4% | +58.6% | +53.2% |
| 3Y | +68.2% | -9.1% | +77.3% | +63.8% |
| 5Y | +65.2% | -59.6% | +124.8% | +72.6% |
| 10Y | +504.1% | +26.2% | +477.9% | +366.6% |
| All | +512.0% | +48.3% | +463.7% | +358.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling